System B continues to act like a mirror image of last week's action. Virtually every one of our positions were down today, with the metals leading the charge. Wheat and the equity indexes were the only markets that moved in our favor. The reaction in the precious metals seems to be pretty well done at this point, and maybe we'll see a counter-reaction over the next few days.
TNR continues to underperform as well. We had 5 trades today in ES as a reversion day, and although we had 3 winners, we finished the day down $110 net. Tomorrow is neutral for both ES and NQ.
Our Positions:
Contract | ctrcts | Open P/L | days on | Contract | ctrcts | Open P/L | days on | |
@US.P | 0 | $0 | 0 | @NG.P | 0 | $0 | 0 | |
@TY.P | 0 | $0 | 0 | @KC.P | 0 | $0 | 0 | |
@FV.P | 0 | $0 | 0 | @SB.P | 3 | $9,712 | 56 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $0 | 0 | |
@JY.P | -1 | $5,413 | 55 | @GC.P | 3 | $16,120 | 67 | |
@CD.P | 2 | $620 | 7 | @SI.P | 1 | $1,570 | 18 | |
@C.P | -4 | $6,300 | 85 | @HG.P | 2 | $33,375 | 135 | |
@W.P | -3 | $1,338 | 32 | @LB.P | 0 | $0 | 0 | |
@S.P | 0 | $0 | 0 | @ES | 2 | $2,175 | 17 | |
@CL.P | 0 | $0 | 0 | @YM | 0 | $0 | 0 | |
@HO.P | 0 | $0 | 0 | @NQ | 2 | -$140 | 2 | |
Total Open Trades | $76,482 | |||||||
Total Closed Trades | $7,580 | |||||||
Total | $84,062 |
Good evening and good luck!
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